BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
02 Mar 2026 04:11 PM IST
| BAJAJ-AUTO 30-MAR-2026 9900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 10.77
Theta: -5.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 9776.00 | 205.65 | -106 | 21.44 | 2,841 | 118 | 532 | |||||||||
| 27 Feb | 9972.50 | 302 | -96.35 | 19.44 | 521 | 92 | 415 | |||||||||
| 26 Feb | 10110.00 | 400 | 13.95 | 18.1 | 475 | 65 | 325 | |||||||||
| 25 Feb | 10097.00 | 386.1 | 156.25 | 17.76 | 4,721 | -76 | 260 | |||||||||
| 24 Feb | 9829.00 | 230 | -39.55 | 17.42 | 1,002 | 30 | 338 | |||||||||
| 23 Feb | 9905.50 | 265.6 | 21.45 | 18.41 | 1,008 | 113 | 309 | |||||||||
| 20 Feb | 9807.00 | 245 | 42.05 | 18.83 | 323 | 2 | 185 | |||||||||
| 19 Feb | 9729.00 | 198.3 | -138.3 | 18.32 | 420 | 76 | 182 | |||||||||
| 18 Feb | 9980.00 | 354.9 | 83.25 | 17.89 | 419 | 58 | 97 | |||||||||
| 17 Feb | 9826.50 | 265 | -3.7 | 18.99 | 38 | 23 | 39 | |||||||||
| 16 Feb | 9697.50 | 268.7 | -41.3 | - | 0 | 0 | 16 | |||||||||
| 13 Feb | 9760.00 | 268.7 | -41.3 | 20.75 | 3 | 1 | 15 | |||||||||
| 12 Feb | 9840.00 | 310 | -15.65 | 19.93 | 1 | 0 | 13 | |||||||||
| 11 Feb | 9869.50 | 325.65 | 28.65 | 19.54 | 11 | 8 | 11 | |||||||||
| 10 Feb | 9774.00 | 297 | 63.65 | 21.33 | 3 | -1 | 2 | |||||||||
| 9 Feb | 9590.00 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 9518.50 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 9647.00 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
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| 4 Feb | 9639.00 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 3 Feb | 9595.50 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 2 Feb | 9496.50 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 1 Feb | 9499.50 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 30 Jan | 9597.50 | 233.35 | -71.9 | - | 0 | 0 | 3 | |||||||||
| 29 Jan | 9512.00 | 233.35 | -71.9 | 21.7 | 3 | 2 | 2 | |||||||||
| 28 Jan | 9433.50 | 305.25 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9900 expiring on 30MAR2026
Delta for 9900 CE is 0.47
Historical price for 9900 CE is as follows
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 205.65, which was -106 lower than the previous day. The implied volatity was 21.44, the open interest changed by 118 which increased total open position to 532
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 302, which was -96.35 lower than the previous day. The implied volatity was 19.44, the open interest changed by 92 which increased total open position to 415
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 400, which was 13.95 higher than the previous day. The implied volatity was 18.1, the open interest changed by 65 which increased total open position to 325
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 386.1, which was 156.25 higher than the previous day. The implied volatity was 17.76, the open interest changed by -76 which decreased total open position to 260
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 230, which was -39.55 lower than the previous day. The implied volatity was 17.42, the open interest changed by 30 which increased total open position to 338
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 265.6, which was 21.45 higher than the previous day. The implied volatity was 18.41, the open interest changed by 113 which increased total open position to 309
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 245, which was 42.05 higher than the previous day. The implied volatity was 18.83, the open interest changed by 2 which increased total open position to 185
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 198.3, which was -138.3 lower than the previous day. The implied volatity was 18.32, the open interest changed by 76 which increased total open position to 182
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 354.9, which was 83.25 higher than the previous day. The implied volatity was 17.89, the open interest changed by 58 which increased total open position to 97
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 265, which was -3.7 lower than the previous day. The implied volatity was 18.99, the open interest changed by 23 which increased total open position to 39
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 268.7, which was -41.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 268.7, which was -41.3 lower than the previous day. The implied volatity was 20.75, the open interest changed by 1 which increased total open position to 15
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 310, which was -15.65 lower than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 13
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 325.65, which was 28.65 higher than the previous day. The implied volatity was 19.54, the open interest changed by 8 which increased total open position to 11
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 297, which was 63.65 higher than the previous day. The implied volatity was 21.33, the open interest changed by -1 which decreased total open position to 2
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 233.35, which was -71.9 lower than the previous day. The implied volatity was 21.7, the open interest changed by 2 which increased total open position to 2
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 305.25, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30MAR2026 9900 PE | |||||||
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Delta: -0.51
Vega: 10.79
Theta: -3.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 9776.00 | 323.15 | 115.95 | 27.25 | 634 | -72 | 233 |
| 27 Feb | 9972.50 | 207.2 | 48.55 | 23.72 | 1,169 | -91 | 306 |
| 26 Feb | 10110.00 | 157.5 | -3.85 | 24.19 | 820 | -23 | 397 |
| 25 Feb | 10097.00 | 164.85 | -117.15 | 23.95 | 1,941 | 201 | 419 |
| 24 Feb | 9829.00 | 284.25 | 27.85 | 25.47 | 500 | -41 | 219 |
| 23 Feb | 9905.50 | 259.35 | -45.2 | 24.44 | 542 | 197 | 260 |
| 20 Feb | 9807.00 | 304.55 | -68.85 | 24.71 | 13 | 1 | 63 |
| 19 Feb | 9729.00 | 379.35 | 137.55 | 26.84 | 91 | 17 | 65 |
| 18 Feb | 9980.00 | 236 | -84.15 | 25.35 | 64 | 40 | 46 |
| 17 Feb | 9826.50 | 320.25 | -80.75 | 25.62 | 7 | 2 | 5 |
| 16 Feb | 9697.50 | 401 | 57.25 | 26.61 | 1 | 0 | 3 |
| 13 Feb | 9760.00 | 343.5 | 53.5 | - | 0 | 0 | 3 |
| 12 Feb | 9840.00 | 343.5 | 53.5 | 26.98 | 7 | 3 | 4 |
| 11 Feb | 9869.50 | 290 | -319.7 | 23.91 | 2 | 1 | 1 |
| 10 Feb | 9774.00 | 609.7 | 0 | 0.06 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 609.7 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 609.7 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 609.7 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 609.7 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 609.7 | 0 | 0.02 | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 609.7 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 609.7 | 0 | 0.02 | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 609.7 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 609.7 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 9433.50 | 609.7 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9900 expiring on 30MAR2026
Delta for 9900 PE is -0.51
Historical price for 9900 PE is as follows
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 323.15, which was 115.95 higher than the previous day. The implied volatity was 27.25, the open interest changed by -72 which decreased total open position to 233
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 207.2, which was 48.55 higher than the previous day. The implied volatity was 23.72, the open interest changed by -91 which decreased total open position to 306
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 157.5, which was -3.85 lower than the previous day. The implied volatity was 24.19, the open interest changed by -23 which decreased total open position to 397
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 164.85, which was -117.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 201 which increased total open position to 419
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 284.25, which was 27.85 higher than the previous day. The implied volatity was 25.47, the open interest changed by -41 which decreased total open position to 219
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 259.35, which was -45.2 lower than the previous day. The implied volatity was 24.44, the open interest changed by 197 which increased total open position to 260
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 304.55, which was -68.85 lower than the previous day. The implied volatity was 24.71, the open interest changed by 1 which increased total open position to 63
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 379.35, which was 137.55 higher than the previous day. The implied volatity was 26.84, the open interest changed by 17 which increased total open position to 65
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 236, which was -84.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 40 which increased total open position to 46
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 320.25, which was -80.75 lower than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 5
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 401, which was 57.25 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 3
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 343.5, which was 53.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 343.5, which was 53.5 higher than the previous day. The implied volatity was 26.98, the open interest changed by 3 which increased total open position to 4
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 290, which was -319.7 lower than the previous day. The implied volatity was 23.91, the open interest changed by 1 which increased total open position to 1
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 609.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
